Algorithmic Finance

Volume

9, 4 issues

Latest issue

9:1-2 online 24 August 2021

Next issue

9:3 scheduled for November 2021

Back volumes

From volume 1, 2011

ISSN print

2158-5571

ISSN online

2157-6203

Aims & Scope

Algorithmic Finance is both a nascent field of study and a new high-quality academic research journal that seeks to bridge computer science and finance. It covers such applications as:

- High frequency and algorithmic trading
- Statistical arbitrage strategies
- Momentum and other algorithmic portfolio management
- Machine learning and other aspects of computational financial intelligence
- Agent-based finance
- Complexity and market efficiency
- Algorithmic analysis of derivatives valuation
- Behavioral finance examining the algorithms of the investors
- Applications of quantum computation to finance
- News analytics and automated textual analysis

We are seeking papers on the topics listed above, or, more generally, papers at the intersection of theoretical computer science and either theoretical or empirical finance.

Editorial Board

Managing Editor

Philip Maymin
Fairfield University
Fairfield, CT, USA

Deputy Managing Editor

Jayaram Muthuswamy
Kent State University
Kent, Oh, USA

Advisory Board

Herman Chernoff
Harvard University
Cambridge, MA, USA

Leonid Levin
Boston University
Boston, MA, USA

Myron Scholes
Stanford University
Stanford, CA, USA

Michael Sipser
Massachusetts Institute of Technology
Cambridge, MA, USA

Richard Thaler
University of Chicago
Chicago, IL, USA

Stephen Wolfram
Wolfram Research
Champaign, IL, USA

Associate Editors

Peter Bossaerts
California Institute of Technology
Pasadena, CA, USA

Emanuel Derman
Columbia University
New York City, NY, USA

Ming-Yang Kao
Northwestern University
Evanston, IL, USA

Pete Kyle
University of Maryland
College Park, MD, USA

David Leinweber
Lawrence Berkeley National Laboratory
Washington, DC, USA

Richard J. Lipton
Georgia Institute of Technology
Atlanta, GA, USA

Avi Silberschatz
Yale University
New Haven, CT, USA

Robert Webb
University of Virginia
Charlottesville, VA, USA

Affiliate Editors

Giovanni Barone-Adesi
University of Lugano
Lugano, Switzerland

Bruce Lehmann
University of California
Berkeley, CA, USA

Area Editor for Machine Learning & Market Microstructure

Zachary David
Northwestern University
Evanston, IL, USA

Author Guidelines

SUBMISSION OF MANUSCRIPT

By submitting my article to this journal, I agree to the IOS Press License to Publish: https://www.iospress.nl/service/authors/author-copyright-agreement/ and the IOS Press Privacy Policy: https://www.iospress.nl/privacy-policy/.

Authors are requested to submit their manuscript here.
Note that the manuscript should be uploaded as one file with tables and figures included. This file can be a Word document, a PDF, or a zip file.

Required files for final submissions
After the article has been accepted, the authors should submit the final version as source files, including a word processor file of the text, such as Word or LateX (If using LaTeX, please use the standard article.sty as a style file and also send a PDF version of the LaTeX file).

Peer Review Process and Process for Appeals
Algorithmic Finance operates a rigorous, timely, blinded peer review process (with an option for double-blind if requested) by experts in the field. Manuscripts submitted to Algorithmic Finance will be assessed for suitability for publication in the journal by the Editor-in-Chief. Manuscripts that are deemed unsuitable may be rejected without peer review by the Editor-in-Chief and/or the Associate Editors, and the author will be informed as soon as possible. Manuscripts that are deemed suitable for peer review are forwarded to an Associate Editor with expertise in that area who then recruits appropriate anonymous referees (a minimum of two) for confidential review. Referee reports are then assessed by the Associate Editor, who makes a decision which is then subject to approval of the Editor-in-Chief. Once approved this decision is then conveyed to the author along with the referee’s anonymized reports. The initial decision will be one of the following: rejection, acceptance without revision, or potentially acceptable after minor or major revisions. Revised manuscripts will be appraised by the Associate Editor, who may seek the opinion of referees (prior or new) before making a decision, which again is subject to approval of the Editor-in-Chief. Once approved, this decision is then conveyed to the author along with the anonymized referee’s reports. Once accepted, manuscripts are normally published on-line without delay and appear in the next available print issue (published quarterly). The Editor-in-Chief has ultimate responsibility for what is published in the journal. Authors may appeal decisions by contacting the Editor-in-Chief (at editorial@iospress.com). Authors will be informed in writing of the result of their appeal.

Publication Fee
Algorithmic Finance does not charge a publication fee.

Colour figures
It is possible to have figures printed in colour, provided the cost of their reproduction is paid for by the author. See Preparation of Manuscripts for the required file formats.

Open Access option
The IOS Press Open Library offers authors an Open Access (OA) option. By selecting the OA option, the article will be freely available from the moment it is published, also in the pre-press module. In the Open Library the article processing charges are paid in the form of an Open Access Fee. Authors will receive an Open Access Order Form upon acceptance of their article. Open Access is entirely optional.
See also our website for more information about this option IOS Press Open Library

PREPARATION OF MANUSCRIPTS

Organization of the paper and style of presentation
Manuscripts must be written in English. Authors whose native language is not English are advised to seek the advice of a native English speaker, before submitting their manuscripts.

Peerwith offers a language and copyediting service to all scientists who want to publish their manuscript in scientific peer-reviewed periodicals and books.

Manuscripts should be prepared with wide margins and double spacing throughout, including the abstract, footnotes and references. Every page of the manuscript, including the title page, references, tables, etc., should be numbered. However, in the text no reference should be made to page numbers; if necessary, one may refer to sections. Try to avoid the excessive use of italics and bold face.

Manuscripts should be organized in the following order:

  • Title page
  • Body of text (divided by subheadings)
  • Acknowledgements
  • References
  • Tables
  • Figure captions
  • Figures

Headings and subheadings should be numbered and typed on a separate line, without indentation.

SI units should be used, i.e., the units based on the metre, kilogramme, second, etc.

Title page
The title page should provide the following information:

  • Title (should be clear, descriptive and not too long)
  • Name(s) of author(s); please indicate who is the corresponding author
  • Full affiliation(s)
  • Present address of author(s), if different from affiliation
  • Complete address of corresponding author, including tel. no., fax no. and e-mail address
  • Abstract; should be clear, descriptive, self-explanatory and not longer than 200 words, it should also be suitable for publication in abstracting services
  • Keywords

Tables
Number as Table 1, Table 2 etc, and refer to all of them in the text.

Each table should be provided on a separate page of the manuscript. Tables should not be included in the text.

Each table should have a brief and self-explanatory title.

Column headings should be brief, but sufficiently explanatory. Standard abbreviations of units of measurement should be added between parentheses.

Vertical lines should not be used to separate columns. Leave some extra space between the columns instead.

Any explanations essential to the understanding of the table should be given in footnotes at the bottom of the table.

REFERENCES
References to other publications must be in Harvard style and carefully checked for completeness, accuracy and consistency. This is very important in an electronic environment because it enables your readers to exploit the Reference Linking facility on the database and link back to the works you have cited through CrossRef.

When making reference to an author's work in your text, their name is followed by the year of publication of their work: In general, when writing for a professional publication, it is good practice to make reference to other relevant published work. This view has been supported in the work of Cormack (1994).

Where you are mentioning a particular part of the work, and making direct reference to this, a page reference should be included: Cormack (1994, pp.32-33) states that "when writing for a professional readership, writers invariably make reference to already published works".

If you make reference to a work or piece of research without mentioning the author in the text then both the author's name and publication year are placed at the relevant point in the sentence or at the end of the sentence in brackets: Making reference to published work appears to be characteristic of writing for a professional audience (Cormack, 1994).

Footnotes
Footnotes should only be used if absolutely essential. In most cases it is possible to incorporate the information in the text.

If used, they should be numbered in the text, indicated by superscript numbers and kept as short as possible.

Figures
Number figures as Fig. 1, Fig. 2, etc and refer to all of them in the text.

Each figure should be provided on a separate sheet. Figures should not be included in the text.

Colour figures can be included, provided the cost of their reproduction is paid for by the author.

For the file formats of the figures please take the following into account:

  • Line art should be have a minimum resolution of 600 dpi, save as EPS or TIFF
  • Grayscales (incl photos) should have a minimum resolution of 300 dpi (no lettering), or 500 dpi (when there is lettering); save as tiff
  • Do not save figures as JPEG, this format may lose information in the process
  • Do not use figures taken from the Internet, the resolution will be too low for printing
  • Do not use colour in your figures if they are to be printed in black & white, as this will reduce the print quality (note that in software often the default is colour, you should change the settings)
  • For figures that should be printed in colour, please send a CMYK encoded EPS or TIFF

Figures should be designed with the format of the page of the journal in mind. They should be of such a size as to allow a reduction of 50%.

On maps and other figures where a scale is needed, use bar scales rather than numerical ones, i.e., do not use scales of the type 1:10,000. This avoids problems if the figures need to be reduced.

Each figure should have a self-explanatory caption. The captions to all figures should be typed on a separate sheet of the manuscript.

Photographs are only acceptable if they have good contrast and intensity.

COPYRIGHT

Copyright of your article
Authors submitting a manuscript do so on the understanding that they have read and agreed to the terms of the IOS Press Author Copyright Agreement.

Quoting from other publications
An author, when quoting from someone else's work or when considering reproducing figures or table from a book or journal article, should make sure that he is not infringing a copyright. Although in general an author may quote from other published works, he should obtain permission from the holder of the copyright if he wishes to make substantial extracts or to reproduce tables, plates or other figures. If the copyright holder is not the author of the quoted or reproduced material, it is recommended that the permission of the author should also be sought. Material in unpublished letters and manuscripts is also protected and must not be published unless permission has been obtained. Submission of a paper will be interpreted as a statement that the author has obtained all the necessary permission. A suitable acknowledgement of any borrowed material must always be made.

PROOFS

The corresponding author will receive a PDF proof and is asked to check this proof carefully (the publisher will execute a cursory check only). Corrections other than printer's errors, however, should be avoided. Costs arising from such corrections will be charged to the authors.

PURCHASES

How to order reprints, a PDF file, journals, or IOS Press books
The corresponding author of a contribution to the journal will receive a complimentary PDF Author’s Copy of the article, unless otherwise stated. This PDF copy is watermarked and for personal use only. A free PDF copy will not be provided for conference proceedings and abstract issues. An order form for a PDF file without watermark, reprints or additional journal copies will be provided along with the PDF proof.

If you wish to order reprints of an earlier published article, please contact the publisher for a quotation. IOS Press, Fax: +31 20 687 0019. Email: editorial@iospress.nl.

An author is entitled to 25 % discount on IOS Press books. See Author's discount (25%) on all IOS Press book publications.

KUDOS

Authors of published articles (non-prepress, final articles) will be contacted by Kudos. Kudos is a service that helps researchers maximize the impact and visibility of their research. It allows authors to enrich their articles with lay metadata, add links to related materials and promote their articles through the Kudos system to a wider public. Authors will receive no more than three emails: one invitation and a maximum of two reminders to register for the service and link the published article to their profile. Using and registering for Kudos remains entirely optional. For more information, please have a look at our authors section.

HOW TO PROMOTE YOUR WORK

Would you like some pointers on how to help your research achieve a wider reach and greater impact? Please consult our Promotional Toolkit for Authors for tips.

 

Abstracted/Indexed in

DBLP Bibliography Server
Mathematical Reviews
MathSciNet
SciVerse Scopus
Zentralblatt MATH